Statistical model validation: Difference between revisions

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===Residual diagnostics===
{{expand section|date=February 2019}}
Residual diagnostics comprise analyses of the [[Errors and residuals|residuals]] to determine whether the residuals seem to be effectively random. Such analyses typically requires estimates of the probability distributions for the residuals. Estimates of the residuals' distributions can often be obtained by repeatedly running the model, i.e. by using repeated [[stochastic simulation]]s (employing a [[pseudorandom number generator]] for random variables in the model).
 
If the statistical model was obtained via a regression, then [[Regression validation#Analysis of residuals|regression-residual diagnostics]] exist and may be used; such diagnostics have been well studied.